On the performance of algorithms for the minimization of โ <sub>1</sub> -penalized functionals
On the performance of algorithms for the minimization of โ <sub>1</sub> -penalized functionals
The problem of assessing the performance of algorithms used for the minimization of an โ1-penalized least-squares functional, for a range of penalty parameters, is investigated. A criterion that uses the idea of 'approximation isochrones' is introduced. Five different iterative minimization algorithms are tested and compared, as well as two warm-start โฆ